Tools: Isobuster.
Install and run Isobuster.
Select File->Open Image File and open the CUE file.
Click on the MPEGAV folder.
Select all dat files and right click and select Extract but filter only M2F2 Mpg frames.
Save the new file as filename.mpg. It will automatically be converted to a compliant mpg file.

I don't know why there would be problems. It's been awhile since I used that guide but it worked great and I'd try again. I haven't used it but I believe VCDGear will do what you want, too. I saw this on another forum: "To burn cue/bin files to play on dvd go to www.vcdgear.com download, choose bin=mpeg choose file hit start, then just burn the mpeg with nero". Sorry but I never heard of .daa files

Easiest way is to extract with whatever poweriso etc. Go into the mpegav folder select the file and rename with extension avi. Then just use nero to convert it by making a movie from file. It will do all the encoding and then you can set up a menu etc. with that. Once it's in a GOOD format like avi then it's endless what you can do with it. Just remember every time you change it from one format to another you lose some quality.